Highlights with hair
If you use Cycles, there is a node called Hair Info. You can use the intercept value (Gives a gradient where the root of the hair is black and tip is white) from it to achieve a gradient along the length of the hair. You could for example run it through a ColorRamp. (For more info on hair rendering, see the Wiki here: http://wiki.blender.org/index.php/Doc:UK/2.6/Manual/Render/Cycles/Hair_Rendering). There is also an excellent video on hair rendering by Andrew Price, see here: http://youtu.be/jEnCsvcvX8k.